20 research outputs found
A Phase transition in zero count probability for Stationary Gaussian Processes
We study the probability that a real stationary Gaussian process has at least
zeros in (overcrowding), or at most this number
(undercrowding). We show that if the spectral measure of the process is
supported on , overcrowding probability transitions from exponential
decay to Gaussian decay at , while undercrowding
probability undergoes the reverse transition at .Comment: 17 page